Master of Science - Financial Mathematics

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Brunel University London
UK
Provided by: ucas

Progression Summary

program description

financial mathematics builds on the application of advanced concepts in modern probability theory to enable market professionals to tackle and systematically resolve a huge range of issues in the areas of pricing, hedging, risk management, and market regulation.

on this course students will put theory into practice by developing their numerical and computational skills to implement financial models. these are the skills students will need to work for a financial institution.

the course has an emphasis on:

  • the modelling of the dynamics of financial assets, both in equity markets and in fixed-income markets
  • the pricing and hedging of options and other derivatives
  • the quantification and management of financial risk.
the course will give students a balanced mixture of advanced mathematics (including modern probability theory and stochastic calculus), modern finance theory (including models for derivatives, interest rates, foreign exchange, equities, commodities, and credit), and computational technique (gpu-based high-performance computing).

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Start Date

2026-01
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Tuition fees

107,711 .SAR
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Start Date

2027-01
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Tuition fees

107,711 .SAR